Anic Equity¶

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Total return since start: 0.562 %¶

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Equity now: -----------------------------> 47699.92 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46304.94 Kr¶

PnL: ---------------------------------------> -583.63 Kr¶

DD now: ---------------------------------> -1.912 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:14:14.872360'

Anic Portfolio¶

Today¶

Return: 0.56 %¶

This Week¶

Return: -0.445 %¶

Total¶

Return: 56.157 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.750000 2810.500000 174.500000 6.620000 2636.000010
HMS Networks 2 19.030000 823.200000 150.200000 22.320000 673.000000
FM Mattsson Mora Group B 50 1.330000 3050.000000 123.000000 4.200000 2927.000000
Beijer Electronics Group 26 -3.150000 3042.000000 71.000000 2.390000 2971.000006
SAAB B 8 0.630000 3429.600000 52.600000 1.560000 3377.000000
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Corem Property Group B 59 -0.190000 615.960000 38.960000 6.750000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.380000 393.500000 38.500000 10.850000 355.000000
AcadeMedia 12 0.000000 585.600000 28.600000 5.130000 557.000004
Resurs Holding 22 0.110000 602.580000 28.580000 4.980000 573.999998
Intrum 4 2.190000 541.800000 14.800000 2.810000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 575.400000 13.400000 2.380000 562.000005
Eastnine 4 0.000000 502.400000 11.400000 2.320000 491.000000
Securitas B 6 0.230000 580.080000 10.080000 1.770000 570.000000
Swedbank A 3 -1.060000 573.600000 9.600000 1.700000 564.000000
Boozt 12 -0.430000 1660.800000 6.800000 0.410000 1653.999996
OEM International B 7 -0.650000 534.100000 6.100000 1.160000 527.999997
Essity A 4 3.220000 1154.000000 5.000000 0.440000 1149.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Nordea Bank Abp 29 -0.330000 3457.380000 3.380000 0.100000 3453.999992
Norva24 Group 16 0.000000 546.240000 3.240000 0.600000 543.000000
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Essity B 2 2.790000 574.800000 0.800000 0.140000 574.000000
Coor Service Management Hold. 8 -0.450000 532.800000 0.800000 0.150000 532.000000
Samhällsbyggnadsbo. i Norden D 12 -0.580000 246.240000 0.240000 0.100000 246.000000
CTEK 13 0.050000 529.360000 -4.640000 -0.870000 533.999999
Handelsbanken A 5 -0.830000 535.250000 -10.750000 -1.970000 546.000000
Midsona B 63 -0.110000 560.700000 -22.300000 -3.830000 582.999984
International Petroleum Corp. 5 0.720000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 4.410000 557.050000 -55.950000 -9.130000 612.999432
Sampo Oyj SDB 7 -1.280000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -2.070000 3502.200000 -253.800000 -6.760000 3756.000001
OX2 18 0.450000 1409.400000 -254.600000 -15.300000 1663.999992
Ovzon 52 1.320000 2797.600000 -564.400000 -16.790000 3361.999992
TOTAL 46304.940000 -583.630000 -1.91234% 46888.564618

Updated:¶

'2023-01-26 09:14:27.575771'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶